BVT Call 3.8 GLEN 20.09.2024
/ DE000VM94AR3
BVT Call 3.8 GLEN 20.09.2024/ DE000VM94AR3 /
| 2024-06-21 10:15:44 AM |
Chg.-0.020 |
Bid10:30:32 AM |
Ask10:30:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
-1.87% |
1.050
Bid Size: 40,000 |
1.060
Ask Size: 40,000 |
Glencore PLC ORD USD... |
3.80 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
VM94AR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.80 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.28 |
| Parity: |
0.90 |
| Time value: |
0.24 |
| Break-even: |
5.63 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
5.56% |
| Delta: |
0.80 |
| Theta: |
0.00 |
| Omega: |
3.78 |
| Rho: |
0.01 |
Quote data
| Open: |
1.050 |
| High: |
1.050 |
| Low: |
1.050 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.00% |
| 1 Month |
|
|
-30.92% |
| 3 Months |
|
|
+32.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.920 |
| 1M High / 1M Low: |
1.520 |
0.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.994 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.187 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
